+361.0%
ORLY vs SYF
+258.4%
+102.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | -2.4% | -4.9% | +2.6% | -1.3% |
| 30D | -6.8% | -4.3% | -2.5% | -5.9% |
| 3M | -4.8% | +5.5% | -10.3% | -6.2% |
| 6M | -9.1% | +17.5% | -26.6% | -12.6% |
| YTD | -5.9% | -7.8% | +1.9% | -5.2% |
| 1Y | -20.4% | +1.6% | -22.0% | -21.8% |
| 3Y | +36.6% | +154.8% | -118.2% | +3.5% |
| 5Y | +117.3% | +79.5% | +37.8% | +74.7% |
| All | +361.0% | +258.4% | +102.7% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling